S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.8397	5.32
$α$	0.2614	4.97
$β$	0.4967	7.02
$γ_{1}$	0.2053	2.30
$γ_{2}$	-0.3267	-2.41
$γ_{3}$	0.2307	2.61
$γ_{4}$	-0.2007	-2.55
$γ_{5}$	0.1015	1.36
$γ_{6}$	0.1829	1.93
$γ_{7}$	-0.7999	-3.31

V-Lab

Tali Digital Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:64.18% (-1.45%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tali Digital Ltd Analyses